7.50Open6.10Pre Close757 Volume712 Open Interest515.00Strike Price768.66KTurnover40.58%IV0.80%PremiumDec 20, 2024Expiry Date16.50Intrinsic Value100Multiplier3DDays to Expiry4.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7889Delta0.0149Gamma26.77Leverage Ratio-0.7987Theta-0.0328Rho-21.12Eff Leverage0.1394Vega